Training is a room where you can practice your shaman skills by yourself. It can be accessed by clicking Menu and then Training. You are then moved to a room according to your username, "Training Username". For example if Tigrounette went into his Training room, it would be "Training Tigrounette". However, the room is not private, as other people can join your training room.
In this room, the objective is to get the cheese and to the hole like a normal map, however you will not receive the cheese in the shop or as a save, neither will it give you experience. This is to pass a round in training mode. Training is made for beginners or anybody who wants to practice their Transformice skills.